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Add Standard Deviation Channel (SDCHANNEL) implementation and documentation

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- Implemented Sdchannel class for calculating standard deviation channels based on linear regression.
- Added detailed documentation for SDCHANNEL, including overview, calculation methods, and interpretation.
- Updated project files to include new numerics library components in Channels and Volatility projects.
This commit is contained in:
Miha Kralj
2026-01-21 14:41:31 -05:00
parent b2c1787782
commit 3eae9a76fe
71 changed files with 15716 additions and 772 deletions
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docs/indicators.md
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@@ -162,6 +162,16 @@ Price envelope and boundary indicators for breakout and mean-reversion strategie
| :-------- | :-------- | :---- |
| [**ABBER**](../lib/channels/abber/abber.md) | Aberration Bands | Statistical deviation bands |
| [**ACCBANDS**](../lib/channels/accbands/accbands.md) | Acceleration Bands | Volatility-adjusted envelope |
| [**DCHANNEL**](../lib/channels/dchannel/Dchannel.md) | Donchian Channels | Highest-high / lowest-low breakout bands |
| [**DECAYCHANNEL**](../lib/channels/decaychannel/decaychannel.md) | Decay Min-Max Channel | Exponential decay toward midpoint |
| [**FCB**](../lib/channels/fcb/fcb.md) | Fractal Chaos Bands | Williams fractal-based support/resistance |
| [**JBANDS**](../lib/channels/jbands/Jbands.md) | Jurik Adaptive Envelope Bands | Snap-to-extreme, decay-to-price volatility bands |
| [**KCHANNEL**](../lib/channels/kchannel/kchannel.md) | Keltner Channel | EMA with ATR bands; smoother than Bollinger |
| [**MAENV**](../lib/channels/maenv/maenv.md) | Moving Average Envelope | Fixed percentage bands around selectable MA type |
| [**MMCHANNEL**](../lib/channels/mmchannel/mmchannel.md) | Min-Max Channel | Rolling highest high / lowest low; O(1) monotonic deques |
| [**PCHANNEL**](../lib/channels/pchannel/pchannel.md) | Price Channel | Highest high / lowest low; identical to Donchian |
| [**REGCHANNEL**](../lib/channels/regchannel/regchannel.md) | Linear Regression Channel | Linear regression line with standard deviation bands |
| [**SDCHANNEL**](../lib/channels/sdchannel/sdchannel.md) | Standard Deviation Channel | Moving average with standard deviation bands |
### Statistics
@@ -213,4 +223,4 @@ Error metrics and loss functions for model evaluation, forecast assessment, and
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**WRMSE**](../lib/errors/wrmse/Wrmse.md) | Weighted Root Mean Squared Error | Custom observation weighting for error emphasis |
| [**WRMSE**](../lib/errors/wrmse/Wrmse.md) | Weighted Root Mean Squared Error | Custom observation weighting for error emphasis |